+102.5%
STT vs LBRT
-22.5%
+125.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.9% |
| 7D | -2.5% | -29.1% | +26.7% | +4.2% |
| 30D | -5.0% | -38.4% | +33.4% | +4.4% |
| 3M | -10.5% | -40.1% | +29.6% | -1.4% |
| 6M | +10.0% | -62.9% | +72.9% | +32.2% |
| YTD | +30.7% | -34.5% | +65.2% | +36.9% |
| 1Y | +43.8% | -30.2% | +74.0% | +47.9% |
| 3Y | +168.1% | -37.5% | +205.5% | +167.6% |
| 5Y | +101.4% | +7.6% | +93.8% | +68.4% |
| All | +102.5% | -22.5% | +125.0% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling